There are no specific laws that apply specifically to Jell-O shots. The primary concern is that retailers (bars) may not pre-mix a beverage (including a Jell-O shot) so the only legal means of selling a Jell-O shot is to purchase a pre-made product from the manufacturer/wholesaler.

If you could make fresh Jell-O type shot on the spot to serve, it would meet the requirements.  However, recipes that require setting time for the Jell-O are considered premixing under the New York liquor laws.